PREVIEW / etf_5min / 2011-11-22

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-22.parquet
  size:    890 KB
  rows:    37,202

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2011-11-22 04:00:00	SPY	ETF	120.07	120.12	120.07	120.12	309.0
2011-11-22 04:15:00	SPY	ETF	119.75	119.75	119.74	119.74	300.0
2011-11-22 04:40:00	SPY	ETF	119.78	119.78	119.78	119.78	175.0
2011-11-22 04:55:00	SPY	ETF	119.72	119.72	119.7	119.7	1900.0
2011-11-22 05:15:00	SPY	ETF	119.99	119.99	119.99	119.99	100.0
2011-11-22 05:55:00	SPY	ETF	120.14	120.15	120.14	120.15	10000.0
2011-11-22 06:00:00	SPY	ETF	120.15	120.16	120.15	120.16	4910.0
2011-11-22 06:05:00	SPY	ETF	120.16	120.16	120.16	120.16	5000.0
2011-11-22 06:10:00	SPY	ETF	120.33	120.39	120.33	120.39	2560.0
2011-11-22 06:15:00	SPY	ETF	120.39	120.42	120.37	120.42	12800.0
2011-11-22 06:20:00	SPY	ETF	120.4	120.4	120.31	120.31	3300.0
2011-11-22 06:25:00	SPY	ETF	120.3	120.3	120.25	120.3	3100.0
2011-11-22 06:30:00	SPY	ETF	120.3	120.33	120.27	120.29	28900.0
2011-11-22 06:35:00	SPY	ETF	120.3	120.41	120.3	120.39	5250.0
2011-11-22 06:40:00	SPY	ETF	120.38	120.47	120.34	120.39	10300.0
2011-11-22 06:45:00	SPY	ETF	120.47	120.47	120.37	120.4	641.0
2011-11-22 06:50:00	SPY	ETF	120.34	120.41	120.33	120.35	11521.0
2011-11-22 06:55:00	SPY	ETF	120.3	120.3	120.3	120.3	1862.0
2011-11-22 07:00:00	SPY	ETF	120.29	120.33	120.27	120.28	26740.0
2011-11-22 07:05:00	SPY	ETF	120.25	120.35	120.25	120.34	32630.0
2011-11-22 07:10:00	SPY	ETF	120.33	120.4	120.23	120.29	39981.0
2011-11-22 07:15:00	SPY	ETF	120.21	120.25	120.17	120.17	13400.0
2011-11-22 07:20:00	SPY	ETF	120.16	120.19	120.14	120.17	13234.0
2011-11-22 07:25:00	SPY	ETF	120.17	120.21	120.09	120.09	22600.0
2011-11-22 07:30:00	SPY	ETF	120.15	120.16	120.1	120.14	10031.0
2011-11-22 07:35:00	SPY	ETF	120.16	120.16	119.99	120.0	20833.0
2011-11-22 07:40:00	SPY	ETF	120.04	120.04	119.8	119.88	51383.0
2011-11-22 07:45:00	SPY	ETF	119.86	119.86	119.7	119.83	110740.0
2011-11-22 07:50:00	SPY	ETF	119.84	119.88	119.81	119.82	40750.0
2011-11-22 07:55:00	SPY	ETF	119.85	120.01	119.85	119.93	39800.0
2011-11-22 08:00:00	SPY	ETF	119.9	120.44	119.76	119.83	224730.0
2011-11-22 08:05:00	SPY	ETF	119.8	119.89	119.77	119.89	88490.0
2011-11-22 08:10:00	SPY	ETF	119.91	119.92	119.79	119.84	88948.0
2011-11-22 08:15:00	SPY	ETF	119.83	119.83	119.47	119.53	243998.0
2011-11-22 08:20:00	SPY	ETF	119.54	119.62	119.36	119.42	150830.0
2011-11-22 08:25:00	SPY	ETF	119.44	119.61	119.42	119.59	147532.0
2011-11-22 08:30:00	SPY	ETF	119.53	119.55	119.22	119.29	820433.0
2011-11-22 08:35:00	SPY	ETF	119.29	119.41	119.21	119.26	288235.0
2011-11-22 08:40:00	SPY	ETF	119.31	119.31	118.99	119.09	378482.0
2011-11-22 08:45:00	SPY	ETF	119.09	119.17	118.99	119.13	265228.0
2011-11-22 08:50:00	SPY	ETF	119.13	119.24	119.04	119.21	339365.0
2011-11-22 08:55:00	SPY	ETF	119.21	119.85	119.18	119.3	216681.0
2011-11-22 09:00:00	SPY	ETF	119.3	119.32	119.21	119.3	340725.0
2011-11-22 09:05:00	SPY	ETF	119.3	119.34	119.23	119.26	163406.0
2011-11-22 09:10:00	SPY	ETF	119.26	119.29	119.24	119.24	105320.0
2011-11-22 09:15:00	SPY	ETF	119.24	119.29	119.21	119.22	193492.0
2011-11-22 09:20:00	SPY	ETF	119.23	119.41	119.22	119.39	347789.0
2011-11-22 09:25:00	SPY	ETF	119.39	119.5	119.33	119.38	602736.0
2011-11-22 09:30:00	SPY	ETF	119.4	119.51	119.165	119.5	4802442.0
2011-11-22 09:35:00	SPY	ETF	119.49	119.72	119.44	119.71	3816124.0

> showing 50 of 37,202 rows — these rows as CSV

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